How to group dataframe rows into list in pandas groupby

I have a pandas data frame df like:

a b
A 1
A 2
B 5
B 5
B 4
C 6

I want to group by the first column and get second column as lists in rows:

A [1,2]
B [5,5,4]
C [6]

Is it possible to do something like this using pandas groupby?