How do you form a group of friends?

Lately, I have had a lot of friends that do marching band with me who are great people but don’t seem to value me as much as I value them. For a while, my girlfriend and I thought we were in their “squad” of friends until a few weeks ago, when one of my friends told me we were NOT in the squad even though we hang out with everyone in the squad and then left us out of the squad candle at her sweet sixteen, which all of my friends were in EXCEPT for my girlfriend and I. Since then, I’ve been wondering if these are the right people for me. Sure, they’re a bunch of nice, funny people who I don’t think I’ll ever be mad at but if I don’t mean as much as they mean to me that’s a problem because I’m being seen as a minor friend while I see them as close friends. I still want to be friends with these guys, but I also want to find my own circle of good friends who I can trust and fit in with. The question is: How do I find these friends and start a friend group?