What connects the proximal and distal convoluted tubules?

I believe that the loop of Henle is the hairpin structure that connects the proximal and distal convoluted tubules. The loop of Henle is composed of the ascending and the descending limb. The descending loop of Henle connects the proximal convoluted tube with the ascending limb of the loop of Henle, while the ascending loop of Henle connects the descending limb of the loop of Henle with the distal convoluted tubule. 

Where are they though?