Ferromagnetic filaments in a rotating magnetic field are studied both numerically and experimentally. The filaments are made from micron-sized ferromagnetic particles linked with DNA strands. It is found that at low frequencies of the rotating field, a filament rotates synchronously with the field and beyond a critical frequency, it undergoes a transition to a three dimensional regime. In this regime the tips of the filament rotate synchronously with the field on circular trajectories in the plane parallel to the plane of the rotating field. The characteristics of this motion found numerically match the experimental data and allow us to obtain the physical properties of such filaments. We also discuss the differences in behaviour between magnetic rods and filaments and the applicability of filaments in mixing.