I used the FORMAT function to accomplish this:
select
FORMAT(Closing_Date, 'yyyy_MM') AS Closing_Month
, count(*) cc
FROM
MyTable
WHERE
Defect_Status1 IS NOT NULL
AND Closing_Date >= '2011-12-01'
AND Closing_Date < '2016-07-01'
GROUP BY FORMAT(Closing_Date, 'yyyy_MM')
ORDER BY Closing_Month