A ThreadNeutralApartment, or TNA, is a new ThreadingModel introduced in ComPlus. It is the "preferred" apartment in ComPlus, because it yields the highest level of flexibility/performance.
The main difference between the ThreadNeutralApartment and the other apartment models (SingleThreadedApartment and MultiThreadedApartment) is that no thread context switch is required upon making a call to a ComComponent that lives there. Like the MultiThreadedApartment, there is only one ThreadNeutralApartment per process.
If a ComComponent requires serialized access, it can still live in the TNA, but must be marked with an extra attribute that tells the ComPlus runtime to allow only one thread at a time to access the object. In this case, you still benefit from no thread context switch. ComComponent-s that use this type of configuration are referred to as RentalThreadedComponent-s.
I also suspect that there are significant savings in marshalling overhead. -- PierrePhaneuf
See also: ComponentObjectModel, ComPlus, SingleThreadedApartment, MultiThreadedApartment, RentalThreadedComponent