As per their most recent (unaudited) financial statements released May 9, 2017, they had almost $22 billion in assets. The large majority of them ($13 billion) are investments, $2.4 billion in cash and a paltry $400,000 in property plant and equipment. So from this perspective, they are really an investment company that happens to let you compare prices for things.
However, financial statements don't consider data as something of value, or brand names (unless they are purchased), so the company might be "worth" much more than this.
What are the investments? Does that mean the various companies in the group, or some kind of outside investments?
Cash is an asset. Undoubtedly they own offices/real estate in multiple locations. The corporate entity might even own some of it's own shares. There's probably a lot of mundane things that count as assets, I'm sure if you're super curious you could go lookup their assets on some SEC filing somewhere.
https://en.wikipedia.org/wiki/The_Priceline_Group