Answer: Although hollies are quite winter hardy, they are prone to drying out in winter cold and winds, and also to foliage damage due to fluctuating temperatures. The afternoon sun reflecting off a building (or off snow) is especially difficult for them. (This is also a problem in summer when there is truly excessive heat buildup.) It is also stressful for them to be in containers because the roots are not as well insulated as they would be if planted in the ground, both in terms of exposure to cold and also to the oscillating temperatures. The best you can do is make sure the soil is evenly moist but not sopping wet any time it is not frozen, provide protection from winter winds (possibly by wrapping in burlap or using an antidessicant spray) and if possible, move them to a shaded north location where they will be kept at a more constant temperature. Unfortunately, it sounds like your hollies may not make it. This is not too surprising, you will find that most of the container evergreens in the city are replaced each spring. All you can do at this point is to wait and see; it is possible they will releaf during the coming growing season. I'm sorry I can't be more encouraging.
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