Megachile melanophaea

Naturally named "mason bees" because the solitary Megachile melanophaea build nests with mud, clay, and plant material. They use holes from other bees, broken plant stems, or in this case, my brick wall:

Mason bee pulling loose mortar out of a hole

Apparently you only see females around the neighborhood, because males mate soon after birth and then die.

Some consider these bees pests, as they will make their nests in holes in your house, for example. But they are few in numbers, and as often is the case, they will make nests in areas weakened by weather and other insects that the homeowner has neglected. When the masonry is tuckpointed, this will no longer be an issue.