Smudge Bear would be the best pilates companion... if he went.  

Nothing too strenuous for him – he’s all about self-care and taking it easy. His slouchy stature and soft fur make him an essential addition to your next rest day. And for what he lacks in get-up-and-go-ness, he more than makes up for with his ability to chat. 

Although he absolutely won’t mind just listening if you’d prefer to do the talking (closed eyes simply means he’s concentrating hard!).