We report on low-temperature susceptibility and magnetization measurements made on single crystals of the recently discovered heavy-fermion superconductor UTe2 and compare the results with the two ambient pressure ferromagnetic superconductors URhGe and UCoGe. Hysteresis curves in the superconducting phase show a familiar diamond shape superimposed on a large paramagnetic background. The Meissner state was measured by zero-field cooling in small fields of a few Oe as well as ac susceptibility measurements in small fields and resulted in 100% shielding, with a sharp transition. However, the field-cooling Meissner-Ochsenfeld effect (expulsion of flux) was negligible in fields greater than just a few Oe, but becomes nearly 30% of the perfect diamagnetic signal when the field was reduced to 0.01 Oe. The critical current due to flux pinning was studied by ac susceptibility techniques. Over the range in fields and temperature of this study, no signature of a ferromagnetic transition could be discerned. The lower critical field Hc1 has been measured along the three crystallographic axes, and surprisingly, the anisotropy of Hc1 contradicts that of the upper critical field. ... mehrWe discuss this discrepancy and show that it may provide additional support for a magnetic field-dependent pairing mediated by ferromagnetic fluctuations in UTe2.