East Midlands rivals Nottingham Forest and Derby County both want the central defender, a key figure at Bloomfield Road over the past few seasons.
"Shaun has a three-year contract here and he won't be going anywhere unless we want him to," said Holloway, quoted in the Blackpool Gazette.
"He shouldn't have signed that contract if he wanted to move on. It is as simple as that, really."
The Reds meanwhile are again being linked with QPR keeper and former loan star Lee Camp.