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Missouri Botanical Garden PlantFinder lists Agave parryi as reliably winter hardy to USDA Zones 7-10, in full sun and dry water, in sandy/gritty well-drained soil; it notes plants have reportedly survived winters as low as -20F (USDA Zone 5) provided the cold is "dry cold" rather than "wet cold."
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Missouri Botanical Garden PlantFinder records the species as drought- and dry-soil-tolerant, native to grasslands, chaparral, desert scrub, and pinyon-juniper and oak woodlands of Arizona, New Mexico, and northern Mexico at 4,000-8,000 feet elevation; sharp drainage is critical because poorly drained soil leads to root rot.
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The Lady Bird Johnson Wildflower Center documents Agave parryi ssp. parryi (USDA symbol AGPAP5) as native to the lower-48 US in Arizona, New Mexico, and Texas, and flags it as cold tolerant, heat tolerant, and low water use.
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Plotwright Heat Tier Warm-Extreme per ADR 0021 — a high-desert Southwest succulent adapted to hot, arid grasslands and desert scrub; thrives in Extreme-tier summer heat given sharp drainage and is not suited to humid, wet-winter climates.