They are as follows:
The Gospel of Truth
The Apocryphon of John
The Gospel of Thomas
The Treatise on Resurrection
What facts about Jesus do these ancient non-Christian sources report?
Here are just 12 of them:
1. Jesus lived during the time of Tiberius Caesar.
2. He lived a virtuous life.
3. He was a wonder-worker.
4. He had a brother named James.
5. He was acclaimed to be the Messiah.
6. He was crucified under Pontius Pilate.
7. He was crucified on the eve of the Jewish Passover.
8. Darkness and an earthquake occurred when he died.
9. His disciples believed he rose from the dead.
10. His disciples were willing to die for their belief.
11. Christianity spread rapidly as far as Rome.
12. His disciples denied the Roman gods and worshiped Jesus as God. 
Please note that these facts are completely consistent with what the New Testament documents report concerning Christ.
Courage and Godspeed,
1. Dr. Gary Habermas, Lecture: The Historical Jesus, Biola University.
2. Dr. Gary Habermas, The Historical Jesus, p. 187-228.
3. Norman Geisler and Frank Turek, I Don’t have Enough Faith to be an Atheist, p. 222-223.