They are Israelites, and to them belong the adoption, the glory, the covenants, the giving of the law, the worship, and the promises. (ESV)
Paul loved Jesus. He also loved his Jewish heritage. It pained the Apostle that his brothers and sisters would reject the truth of Christ who was the fulfillment of all that the Jews had believed and longed for. As we saw in the previous verse Paul's love was so intense for his Jewish brothers that he would rather be damned to hell if it would mean the salvation of the Jewish people. That is intense.
In this verse he lists some of the glorious history and benefits of the Jewish faith. The Jews were adopted as a whole nation by God. He cared for them and protected them as his very own children. He revealed his glory to them. In his leading them across the desert they saw God's glorious presence in the cloud leading them by day and the pillar of fire protecting them by night.
Consider the covenants. Covenants are promises made by God with people. We can consider God's promise with Adam, Noah, Abraham, and Moses. In all of these covenants God kept his promises. The Mosaic promise was one that was conditioned on the behavior of man. As a result, the Jews nullified the Mosaic promise. The result? A new covenant replaced it in Christ Jesus!
The giving of the law, the worship, and the promises speaks to the fact that God wanted to make himself known so that man could have the privilege of worshiping their Creator. The Jews could never say that God did not do everything possible to reveal himself to his people. Their refusal to respond to his gracious revelation is their own indictment.
It is easy for us to look down on those who have rejected Christ after receiving so much of God's love and revelation. Instead of that response, why not love them and cry out to God on their behalf? We all have been stubborn in our refusal of God's love. If not for his grace and the Holy Spirit opening our eyes we would still be just as blind.