Answer
Eellipsoid; the trace is a circle in the $ xz $-plane.
Work Step by Step
The equation
$$
x^2+ \left(\frac{y}{4}\right)^{2} +z^2=1
$$
is an ellipsoid.
To find the trace in the $ xz $-plane, we put $ y=0$; hence we have
$$ x^2+ z^2=1$$
which is a circle in the $ xz $-plane.
(See equations on page 691.)