The ASHRAE Fundamentals Handbook is sufficient. The ME Handbook & thermo textbook are other sources.
For me, I took ASHRAE fundamentals, ME Handbook, Crane TP410, Cameron Hydraulic Handbook, and thermo textbook. There may have been others, but I recall not using all reference material.
I suggest bringing all of them. I only brought the Fundamentals book into the exam, but I had a couple of questions where the other books would have been helpful.