Thats an output choke for the supply, 3.3,5,12, and negative voltages all pass through it.
Did you rewind the choke?, if not that might be your problem, 'thiefs usually need around 50 turns for both primary and feedback widings, unless you know how to calculate the turns.
If you have rewound the choke then maybe your issue is the polarity of the feedback winding, try swapping the wires over on the feedback winding.
Also there is usually a schottky diode and a capacitor for the led, but I spose it'll work as is.