Anxiety,ssris, And Memory Trouble

I have been taking effexor,paxil,and loxapine for three years and recently my psychiatrist changed the effexor and paxil to prozac and lamotrigine. My biggest problem is anxiety and the depression which frequently accompanies it. The concern I have is that while anxiety is strong, and this is for most of the day, I have trouble remebering things and I dont feel as sharp as usual. And it is not that I only have trouble remembering recent things which I heard or saw while anxious, but long terms memorioes become fuzzlier too when I am really anxious. Can anxiety have such an affect on memory and make me duller like that? Also since I have been put on prozac this problem of memory has become worse, and also I feel much slower mentally(i catch myself thinking "why didnt I think if that" far too frequently). Can the prozac be the cause of this?