The fund split will need to be entered for each payment in the batch to ensure it is applied to the correct pledge, even if you mark Only apply gifts to pledges and recurring gifts with the same fund(s) on the General tab of the Commit window.
If most or all the payments in the batch's 'target' pledges were split to the same funds, you can expedite this process as follows:

1. Set the gift split up as a default by going to Edit Batch Setup, Defaults, Split Gift, and entering each of the funds the 'target' pledges are split to, with the correct percentages for each.

2. This split will be created by default for each gift you enter in the batch. You can manually modify the split for any gifts intended to be applied to pledges with different fund splits.

3. Mark the checkboxes on the General tab of the Commit window to Automatically apply gifts to pledges and recurring gifts AND Only apply gifts to pledges and recurring gifts with the same fund(s).