There are a lot of them that I haven't yet played, but I guess I can rank the ones I have.
1. Bloodborne
2. Horizon Zero Dawn
3. Uncharted 4: A Thief's End
4. Yakuza 0
5. Uncharted: The Lost Legacy
6. The Last Guardian
7. Gravity Rush Remastered
That's actually all the exclusives I've played on the console so far.