clear
set obs `=tm(2101m1)-tm(1900m1)'
gen month=tm(1900m1)+_n-1
format %tm month
gen day=dofm(month)
keep if dofm(month+1)-day==31 & dow(day)==5
drop day

count
  201

list in f/5, noobs noheader

  +--------+
  | 1901m3 |
  | 1902m8 |
  | 1903m5 |
  | 1904m1 |
  | 1904m7 |
  +--------+

list in -5/l, noobs noheader

  +---------+
  |  2097m3 |
  |  2098m8 |
  |  2099m5 |
  |  2100m1 |
  | 2100m10 |
  +---------+