Where is the .NET JIT-compiled code cached?

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A .NET program is first compiled into MSIL code. When it is executed, the JIT compiler will compile it into native machine code.

I am wondering:

Where is these JIT-compiled machine code stored? Is it only stored in address space of the process? But since the second startup of the program is much faster than the first time, I think this native code must have been stored on disk somewhere even after the execution has finished. But where?

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