Exercise Questions | Pilates and weight training

I've been doing a routine of 1hr. of treadmill (5 days a week) and then a 30 min. matt pilates video (3-5 days a week). My husband just recently bought a weider home weight system that I have been using. I know you're supposed to give a day of rest inbetween weight lifting. My question is it ok to do the pilates (targets abs, legs and butt) on my off days of lifting or does the lifting and pilates have to be done on the same days?
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