Neutral beam injection into the Advanced Toroidal Facility (ATF) is studied using Monte Carlo methods. The detailed geometry of ATF to properly calculate aperture, shine-through, orbit, and charge-exchange losses, as well as the net plasma heating, is included. Also, the beam geometry (including the source geometry), beam divergence, and focusing are carefully modeled. The dependence of plasma heating on the injection angle is determined. The results indicate that net plasma heating is lower for perpendicular injection than for tangential injection because of large orbit and charge-exchange losses. However, this difference is partially offset by the need to use a smaller aperture during tangential injection to prevent excessive heating of the vacuum vessel. Shine-through losses are significant for low-density perpendicular injection.