Where can I find my new UTexture2D?

I am trying to create a UTexture2D texture programmatically using this.

(I am also a complete ue4 noob and could have the basics completely wrong! :))
UE seems to not complain and finish the function as my print to screen at the end of the function always happen.
(I placed the code in the .cpp BeginPlay() )

I do this in a Actor derived class which I drag into the scene from the class viewer and then run the ‘game’.

I did put the UPROPERTY() above my texture in the header file.

But the texture seems nowhere to be found! Where should I be looking?

Cheers

It should be in Transient package. /Engine/Transient