Answer: There are several possible explanations for why they browned. Depending on the cultivar you used, it may or may not be hardy in your area.
Another possible problem is simply exposure to winter wind and/or sun, both of which can be very drying. Since they were new, their root systems were not fully developed and so keeping the foliage hydrated all winter would be difficult. Using an antidessicant or antitranspirant spray in the winter might help with that. Erecting a windbreak in the winter might also help.
Hollies do not do well in clay, so you would need to amend the soil to provide a lighter, evenly moist yet well drained, acid soil. Unfortunately, digging a planting hole and changing the soil in the hole does not solve the problem, instead it creates a sort of well where excess moisture can collect. The sides of the hole will also act as a container would and may cause the roots to grow in circles at the edge of the hole.
A better method might be to build a raised bed and improve the soil there with organic matter such as compost, old rotted leaves, or aged stable manure and bedding along with a small amount of sand. You would also want to run some basic soil tests and make sure the pH was on the acid side.
Your county extension should be able to help you with the soil tests and interpreting the results.
You might also want to take a sample and perhaps a photo of the plants to the county extension and see if they can make a more definite diagnosis of the problem and possibly have some suggestions for you as well. Their phone number is 473-2540. Good luck with your hollies!
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