It uses the four species taken on Sukkot, the Festival of Tabernacles, as a metaphor for the Jewish people. It comes from Vayikra Rabbah, a Midrashic (rabbinic interpretive commentary) collection on the book of Leviticus, and it's a powerful image.
The verse in question? (Leviticus 23:40): "And you shall take for yourselves on the first day the fruit of a pleasant tree, branches of palm trees, twigs of leafy trees, and willows of the brook." These four plants—the etrog (citron), the lulav (palm branch), the hadass (myrtle), and the aravah (willow)—are central to the Sukkot celebration. But they represent so much more.
According to Vayikra Rabbah 30, the