We have fabricated all II-VI semiconductor resonant tunneling diodes based on the (Zn,Mn,Be)Se material system, containing dilute magnetic material in the quantum well, and studied their current-voltage characteristics. When subjected to an external magnetic field the resulting spin splitting of the levels in the quantum well leads to a splitting of the transmission resonance into two separate peaks. This is interpreted as evidence of tunneling transport through spin polarized levels, and could be the first step towards a voltage controlled spin filter.