The Apostle teaches you that our fathers were all covered by the cloud, all passed through the sea, all were baptized into Moses in the cloud and in the sea. Further, Moses in his canticle says: You sent your spirit, and the sea overwhelmed them. You observe that in this crossing by the Hebrews there was already a symbol of holy baptism. The Egyptian perished; the Hebrew escaped. What else is the daily lesson of this sacrament than that guilt is drowned, and error destroyed, while goodness and innocence pass over unharmed? You are taught that our fathers were covered by the cloud, a cloud of blessing that cooled the fire of bodily passions. A cloud of blessing: it is with a cloud of blessing that the Holy Spirit overshadows those whom he comes to visit. The Holy Spirit came at last upon the Virgin Mary, and the power of the Most High overshadowed her, when she conceived for all mankind him who is redemption. This great miracle was prefigured through Moses. If then the Spirit was prefigured, is he not now present in truth, for Scripture tells you that the law was given through Moses, but grace and truth came through Jesus Christ?
From the treatise On the Mysteries by Saint Ambrose, bishop