You can try this :
;WITH months(MonthNumber) AS
(
SELECT 1
UNION ALL
SELECT MonthNumber+1
FROM months
WHERE MonthNumber < 12
)
SELECT LEFT(DATENAME(MONTH,DATEADD(MONTH,MonthNumber,
DATEADD(MONTH,DATEDIFF(MONTH,0,DATEADD(Year,-1*DateDiff(Year,getdate(),0),0))-1,0))),3) AS [month]
FROM months
Good luck.