The Clay-colored Sparrow breeds across the northern Great Plains and migrates across the center of North America to and from their wintering grounds in Central America. Each year a few individuals stray into the northeast and can sometimes be found within NYC's five boroughs. Like the similar looking Chipping Sparrow, the clay-colored is a member of the genus spizella. Here is a nice comparison of the two species put together by Phil Brown. The IUCN lists this species as "Least Concern". Spizella pallida means pale finch.