Do you believe in aliens? Former Megadeth drummer Nick Menza certainly does. In fact, the beloved musician captured video of a strange object (or objects) in the skies over Studio City, Calif. unlike anything you've seen before.

Filmed on July 14 at 10:52pm, Menza captured a mysterious configuration of lights on camera. A total of four lights can be seen in the sky just to the left of a very bright moon. Three of the multicolored lights appear to remain still while the fourth moves around freely. The fourth light eventually melds into one of the others before disappearing.

Menza writes, "We lost site of it as it went up through the clouds. It was distant, dimly light and hardly moving …. If it wasn't for the fact that we went out to look at the big moon … We probably would not have noticed it. The Samsung Galaxy4 phone camera was on full zoom… Hence the shakiness even after stabilization. In total 4 witnesses including me."

The drummer continues, "Well I know what I think it was … I would like to hear from others who may have seen the same thing…. or anyone who thinks they know what this was and has a reasonable explanation of if its origins if explained as terrestrial. Leave your comments."

According to Menza, after watching the footage, CNN has asked the drummer to make an appearance to discuss the bizarre video.

During a recent interview on internet radio show 'Rock 'N' SeXXXy Uncensored,' Menza spoke about extraterrestrial beliefs in his upcoming book, 'Menzalife.' "Before, back in the Stone Ages," Menza began, "like when we were just regular humans, we didn't have brains in us and then the aliens came down and they intervened and they put brains in our heads and now we're all smart and we're starting to figure things out, ascending to the next level and a higher level of conscious awareness and that sort of stuff."

Check out Menza's UFO footage above and let us know what you think in the comments section below.

Nick Menza and fellow ex-Megadeth musician James LoMenzo recently announced a project together, the first product of which is a cover of Metallica's 'Motorbreath.'