It depends...
If we say that the holder of that soul identifies herself with a gender (male/female/3rd/-) then will their soul have the same gender? Physically of course this isn't true - in my limited informations souls don't have anything like physical form to begin with... -, but who said that someones gender identity comes from its physical form? I personally would strongly reject such a opinion.
Also if the gender doesn't depends on the physical aspects, then the only thing would matter is the personality traits of the soul, and the gender herself identifies with.
The personality is typically a combination of the traits associated with male/female personality. The personality has nothing to do actually with the gender identity. (There are really feminine boy, who define themselves as boys.) And gender identity is also quite a ambiguous thing, because it's also coming from the values/roles/traits associated with male/female gender.
Meh... this is just completely ambiguous... not to mention that we don't have a concrete definition on what soul is...? How much of the personality - especially after death - reflects on it? I would like to think, that it is complex enough to include all of our personality traits, and as such would be able to affect the gender identity in the next life too. (But again, what if where we are reborn the associated gender roles are reversed? How much would the most likely completely different experiences affect the inner growth?)
So, I would say that it has a gender, the gender someone identifies herself, but this doesn't defines the personality, and is quite a ambiguous thing.
*Have to much to say, especially in a foreign language..*