"The boys are very tired. We had a good chance and we are down because we weren't clinical enough," Holley said.
Any joy at gaining that bonus point will, however, be tarnished by the loss of star Wales full-back Lee Byrne with a leg injury midway through the first half.
Asked about the prognosis, assistant coach Jonathan Humphreys said: "He is still in the dressing room at present, he is on crutches as a precaution but it is too early to say the extent of the damage to his ankle.
"It occurred when he and Mike Phillips collided when going for the same high ball due to a lot of noise from the crowd. It would have been impossible for either of them to hear the call."
Humphreys also echoed Holley's assessment of the profligate Ospreys.
"It was a very daunting atmosphere but all the players were excited by it," he said.
"We were within a hair's breadth of being 20 points up at half-time but the final pass kept going astray. It was very frustrating but, to a degree, we put it right in the second half.
"In the first half we had probably 30 possessions and turned over 20 of them. We chatted at half-time and there was no panic amongst the boys as we knew we were within an inch of putting it right.
"We aimed to keep it tight and hold the ball until Mike Phillips had returned from the sin bin but we gave them a try and that gave them too much of a head start."
Humphreys singled out prop Adam Jones for a special mention.
He added: "He has been in bed all week with a chest infection and couldn't complete the training on Thursday night because of it.
"He has put in great performances for us recently as a part of a good unit and is a leader in that area."