Python split string on regex

I'm trying to split a string using a regular expression.

Friday 1Friday 11 JAN 11

The output I want to achieve is

['Friday 1', 'Friday 11', ' JAN 11']

My snippet so far is not producing the desired results:

>>> import re
>>> p = re.compile(r'(Sunday|Monday|Tuesday|Wednesday|Thursday|Friday|Saturday)\s*\d{1,2}')
>>> filter(None, p.split('Friday 1Friday 11 JAN 11'))
['Friday', 'Friday', ' JAN 11']

What am I doing wrong with my regex?