Actually, yes. Not completely (as in, not forever), and it's not very serious (I get the feeling of a failing short term memory in times when I'm more stressed out) but it's definitely cause for concern. I guess it is the combination of sleep deprivation and way too much stress.
This happened to me in my closing months of the old day job. I found myself at home, with no memory of how I came to be home, or of eating the dinner whose receipt was in my wallet.