This paper presents a novel in-liquid method to manipulate and micro-assemble MEMS in 3D by means of holographic optical trapping and hydrophobic interaction. Up to eight traps can be simultaneously generated with a trapping stiffness of 5 pN/mu m each. SU8 cylinders (10 mu m diameter, 10 mu m- 40 mu m height) were used as test MEMS, which could be translated with a speed of 6 mu m/s and rotated at 30 rpm. All forces were calibrated by video tracking the Brownian motion of the trapped MEMS and applying Boltzmann statistics. Selected surfaces of the MEMS parts were rendered hydrophobic and used as assembly sites. Using this approach it was possible to permanently assemble SU8 cylinders.