The Cornuta species still exists, as does Lata, but BOTH are classified under the Drunella genus. Which means all the typical markers are pretty much identical between the two. Plain wings, obvious hind wing, 3 tails.
That is a great picture and clearly shows all 3 of those (my markers to narrow it down). I'm fairly certain it is of the Drunella genus. I often get that far and then struggle for species, and end up making an educated guess. Genus is often enough to understand important behaviors, though, so it's often enough for fishing purposes.
FWIW, Lata's are generally smaller, a size 16-18. Cornuta's range from 12-16. So, based on typical size of each vs. reported size, I'm going with Cornuta. Only 60% sure, though. With the variation in location, mayfly's outside of the "typical" size are pretty common. Plus, he caught 1 bug I assume. If it was a 14, but the vast majority were 16's, well.....