Zogzog mentioned: "I dont see a problem if they are shielded cables." Refer to NEC 300.3(C)(2), very last paragraph, "...conductors having nonshielded insulation and operating at different voltage levels shall not occupy the same enclosure, cable, or raceway".
I think this could be reasonably interpreted to require shielding for both your 5 & 15kV cables (although there certainly might be an argument there). 15kV cable is usually shielded, but 5kV is often unshielded, so this might pose a problem for you....