‘Shares in [the] heavenly calling’ were member of the group.  This is another way of saying ‘brothers.’  ‘The heavenly calling’ (kleseos epouraniou) was the same as the ‘calling from God’ (klesis tou theou) (Rom 11:29).[2] A person who was called to segregate himself from the Gentiles and become a covenanter, a member of God’s holy people, joined the community.  This means that one who had been called was one who had been initiated into the sect and had become a brother and holy.  Therefore Paul could say, ‘Those whom he has previously set apart, these also he called, and those whom he called, these also he justified, and those whom he justified, these also he glorified’ (Rom 8:30).

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[2] Contra Montefiore, p. 71, who said this was ‘not primarily in the sense that God calls from heaven, but inasmuch as Christian are called to heaven.”

The Anchor Bible, “To the Hebrews,” p 55.