This is a "rain bomb"

The phenomenon is known in meteorology circles as the more sober “wet microburst.” They are supposed to happen rarely; conditions must be just right. A thunderstorm runs into a dry patch of air that sucks some moisture away. The air underneath the storm cloud cools, making it more dense than the air around it. The cooler air begins to drop into even warmer air and then accelerates. When the faucet really flips on, air can blast out of the sky at more than 115 miles per hour. It deflects off the ground and pushes winds outward, at or near tornado strength.  More details about this event in Phoenix at Bloomberg.