The answer is in the same document, § 2.1 AdS Black Holes , page 4
The thermofield hamiltonian (2.2) generates boosts which are translations of the usual hyperbolic angle ω. One can think of the boost as propagating upward on the right side of the Penrose diagram, and downward on the left. The state (2.1) is an eigenvector of Htf with eigenvalue zero, and is therefore boost invariant.
and then page 37
For any non-trivial θ these are states that are boost invariant and differ from the Minkowski vacuum.
those above.