Hello,
In UE4 there are some new systems that provide functionality for asynchronous asset data loading.
If you don’t want to load all of assets at game startup time, please consider using FStringAssetReference or TAssetPtr, ObjectLibrary and FStreamableManager (for detailed information go to https://docs.unrealengine.com/latest/INT/Programming/Assets/AsyncLoading/index.html).
This will allow you to load a group of assets asynchronously.