I'm unsure of the ID on this one; keys put it closest to Cinygmula reticulata, but I'm very doubtful of the species and not positive on the genus. Epeorus is another possibility, but I don't know which species it would be.
This one was collected in association with a female dun probably of the same species.
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Dun: Mayflies have two adult stages. They first emerge from the water as duns (scientifically known as the subimago stage). They then molt into the spinner (imago) stage, in which they mate and die. Sometimes the word "dun" is confusingly used to refer to a brownish gray color in fly tying materials.