The same place. The Rambam only recognises two worlds, this world, which includes era of Moshiach, and Olam Haba (i.e. Olam HaNeshamot, Gan Eden). Souls without bodies exist in the latter, before they come to the world, after they die, and ultimately forever after the period of Moshiach is complete.
As Rambam states in Hilchos Teshuva 8:8:
They only called it “The World to Come” because it is the Life which comes to a person after the life of this World, where we exist in body and soul, and which comes to each person at first.
I know you didn't ask this but for others reading this answer, one should be aware that this is a machlokes in the gemara, and the Arizal, who held by the opinion that Olam Haba is here, after Moshiach and a rectification of the world, has ruled for us and all major authorities accept this as psak, e.g. Tanya and Derech Hashem who are the seminal philosophy treatises of the Chassidish and Litvish worlds respectively (see Igros Kodesh of the Lubavitcher Rebbe, Vol. I, p. 142, foot note 1, and Sanhedrin 91b; see also Ritva on Rosh HaShanah 16b).