Note that only cards certified by Dell are validated to function as expected. Here are some Full Height cards supported on the R515, P/N RK375 & KJYD8. Check them out and whether they meet your network requirements.
Although not listed as such, can the Dell X520 dual port 10 Gb DA/SFP+ network adapter (Dell P/N 540-BBDW) be used in one of the two low-profile PCIe slots in a R815 server? This card is supported in the R420 and R430, etc but not the R815. For the R815, the X520 KR/XAUI card (Dell P/N 540-10903) seems to be the officially supported 10 Gb adapter but it has RJ45 connectors, not SFP+ sockets. Andy
Is the Dell/Intel X520 low profile 10 gigabit NIC compatible with the PowerEdge 
R815?