Probably not enough water. They are low water use once established, but that takes a year or more, so once the winter rains stopped, they need regular watering. Nandina is fairly slow growing, but it is not normal for them to have dried up leaves. Don't worry, it will bounce back with some water. They are listed as full sun or partial shade.

The only way to know for sure if it is getting enough water is to check the root ball after your have "watered" it. Sometimes the water will just run off because the dried rootball repels it. You need to dig down next to the roots with a trowel and take a peek.

-Babka