In this work, a reconfigurable intelligent surface (RIS)-assisted multiple-input multiple-output (MIMO) system is studied with wireless energy harvesting (EH). Specifically, we focus on maximizing the harvested power at the receiver by joint optimization of the signal covariance, the phase shifter, and the power splitting factor, subject to the information rate and transmit power constraints. The formulated problem is hard to address due to the nonconcave objective and the nonconvex constraints. To tackle these challenges, an alternating optimization (AO) framework is proposed, where the phase shifter is solved by the penalty-based method. Simulation results validate the performance of the proposed approach.