Both of them are correct. They mean different things though. 'Holding an interview' means that the person is organising the interview. They are probably the person that has invited the interviewee(s). 'Taking part in an interview' would suggest that the person is taking a more minor role in the interview. They could be assisting with the interview. You could even say that if you were the interviewee. You could also say that if you were in fact 'holding' the interview, but want to make your role sound less important. Note: in your title, with 'which one' you need the plural 'sentences'.

Both are correct but they mean different things. Holding an interview = You are the interviewer. You are interviewing someone. In this sense, we can think of "You are hiring a cook for your restaurant." Taking part of an interview = You are part of the interview. You are the interviewee. In this sense, we can think "You are applying for a job as a cook."

Taking part in an interview