A multiple maneuvering target system can be viewed as a Jump Markov System (JMS) in the sense that the target movement can be modeled using different motion models where the transition between the motion models by a particular target follows a Markov chain probability rule. This paper describes a Generalized Labelled Multi-Bernoulli (GLMB) filter for tracking maneuvering targets whose movement can be modeled via such a JMS. The proposed filter is validated with two linear and nonlinear maneuvering target tracking examples.