C# Linq - Cannot implicitly convert IEnumerable<string> to List<string>

I have a List defined like this :

public List<string> AttachmentURLS;

I am adding items to the list like this:

instruction.AttachmentURLS = curItem.Attributes["ows_Attachments"].Value.Split(';').ToList().Where(Attachment => !String.IsNullOrEmpty(Attachment));

But I am getting this error: Cannot implicitly convert IEnumerable to List

What am I doing wrong?