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Both , as you get achivements for reaching allied level with both of them. Besides you also get an achivement for being allied to both at the same time. Another useful thing is they each open a faction store which ables you to buy nice weapons and achiving thrusted level with either of them opens for buying certain businesses in Bankok. As to loot drops it really depends on whether you want mostly defencive or attack items. Yakuza has weapons with high attack, whilst Triad's have weapons with high defence.

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