Calculations are made for the ac losses in a twisted filamentary superconductor by assuming a continuum model with anisotropic conductivity. The Maxwell equations are solved for a long wire of radiusR0and twist lengthL. In terms of the classical skin depth &dgr;, appropriate for the conductivity perpendicular to the filaments, the losses are calculated for an applied magnetic field transverse to the wire axis in the case of (i) a uniform field(2 R0/&dgr;≪1, L/2&pgr;&dgr;≪1), (ii) shielding from surface currents(2 R0/&dgr;≪1, L/2&pgr;&dgr;≫1), and (iii) skin effect(2 R0/&dgr;≫1). Losses are also calculated for the case of a transport current in no applied field. The model can be used in more general cases and has the virtue of giving precise results with a minimum of auxiliary postulates.