Moonlight pentagram pieces are part of Oblivion's custom Loot
You can obtain any of the nine pieces of a Moonlight Pentagram in loot from Ilshenar creatures.
You will need one of each piece to be able to transmute the pieces into a Moonlight Gem
Placing all 9 pieces of a pentagram inside a Moonlight bag and shaking will combine them into a Moonlight Gem, and vice versa.
Moonlight Gems are one of the required ingredients for creating the Moonlight Artifacts.