Description:
------------
$begin = new DateTime( '2014-12-31' );
$end = new DateTime( '2016-04-31');

$interval = new DateInterval('P1M');
$daterange = new DatePeriod($begin, $interval ,$end);

foreach($daterange as $date){
    echo $date->format("Y-m-d") . "<br>";
}

This code should give me 31 of every month by skipping February.
It skips February but it changes actual date. 

Test script:
---------------
$begin = new DateTime( '2014-12-31' );
$end = new DateTime( '2015-06-31');

$interval = new DateInterval('P1M');
$daterange = new DatePeriod($begin, $interval ,$end);

foreach($daterange as $date){
    echo $date->format("Y-m-d") . "<br>";
}

Expected result:
----------------
2014-12-31
2015-01-31
2015-03-31
2015-05-31

Actual result:
--------------
2014-12-31
2015-01-31
2015-03-03
2015-04-03
2015-05-03
2015-06-03