Yes, and fireworks.
She was fine when she was younger but as she's got older, she's 10 years old now, she's become fearful of the noise and even gets a bit nervous when it rains heavily; I suspect she's waiting for the thunder to start.
I really first noticed it during the fireworks in 2019.
She will come and find me and we sit and cuddle while it's going on. Once it stops she'll gradually realise it's gone quiet and will move away.
She's also terrified of flies.