Jennifer Blumin, 40, from New York City, Nathan Ulrich, 52, from Lee, New Hampshire; and Blumin's 3-year-old and 4-year-old sons were on the plane.
The Coast Guard tweeted that the debris found 15 miles east of Eleuthera was "confirmed components of an MU-2B aircraft." The pieces were spotted by a helicopter crew Tuesday and a rescue swimmer retrieved some materials to take ashore for identification.
The MU-2B airplane departed Borinquen, Puerto Rico, at about 11 a.m. Monday and never arrived at the intended destination of Titusville, Florida. Air Traffic Control in Miami reported losing radar and radio contact from an MU-2B about 37 miles east of Eleuthera at 2:10 p.m. Communication was reported lost at 24,000 feet with a speed of 300 knots, the Coast Guard said.
The Coast Guard tweeted a photo of the missing plane.
Missing woman specializes in fashion industry
Blumin is the founder and CEO of Skylight Group, which provides event space around New York City, specializing in the fashion industry, CNN affiliate WABC in New York reported
CNN is trying to reach a company representative.
Skylight Group has designed sets for clients such as Ralph Lauren and Kanye West. Blumin is known for transforming derelict old buildings into "dazzling event spaces," according to the New York Daily News
The company confirmed she and members of her family were on the plane.
"Her family is working with investigators and we politely ask that you respect their privacy at this time," said Lt. Cmdr. Ryan Kelley, a Coast Guard spokesman.
Man's family is "devastated and shocked"
WABC reported Ulrich was listed as the pilot, but it was not known who was flying it at the time, Kelly said. Blumin owned the plane through a consulting company, according to New York State and aviation records.
Ulrich's family is "devastated and shocked," his father, Gael Ulrich, said in a statement to CNN.
"Nathan is our beloved son, brother and uncle and we wish for resolution as the Coast Guard search continues," he said.
Actress Rae Dawn Chong, of "The Color Purple" and "Commando," tweeted that she and Ulrich were previously married.
Her tweet said, "My ex-hubby's (Nathan Ulrich) plane is missing over the Bermuda Triangle. I am sad and in shock. So send prayers to his family. Thanks."