To round it off, here's a messy way to do it with base
functions:
d <- seq(as.Date("2000/1/1"), by = 1, length.out = 500)
sort(as.Date(tapply(d[which(format(d, '%a')=='Fri')],
format(d[which(format(d, '%a')=='Fri')], '%m-%Y'),
function(x) x[3]), origin='1970-01-01'))