New to MDX, hoping someone can help.

I have a time dimension broken down like this:

[Time].[All Time].[2005].[May].[6]

What I want is to get the first day of each existing month for the
previous 12 months -- i.e. May 1 2004, June 1 2004,...,May 1 2005

Currently, I'm able to get what I need by hardcoding, however I know
there's got to be a better way:

{[Time].[May].FirstChild,[Time].[June].FirstChild, ... } on ROWS, ...

I have been exploring functions such as PeriodsToDate() and
LastPeriods(-12, x) but so far have been unable to come up with the
right combination.

What am I missing?

Thanks.