Group The Table According To The Month In The Table?

I need to group the table according to the Month in the table.

The query goes this way:

var query =
from a in db.Dates
from b in db.Facts
where a.Count_Key == b.Date_key
select new
{
a.Month,
b.Fact_key
};

From this query I try to group by Month

query = query.GroupBy(x => x.Month);
Grid1.DataSource = query;
Grid1.DataBind();

Then I get the following error which says:

Cannot implicitly convert IGrouping int ? into IQueryable