Appalachian State (2-3) was playing in Knoxville for the third time overall and first time since 1997 when Buzz Peterson coached the Mountaineers, who have now lost in all three meetings.
Mountaineers coach Houston Francher was Peterson's assistant before Peterson went to Tulsa two years ago.
Jonathan Butler led the Mountaineers with 11 points.
Tennessee stretched a three-point lead at halftime to 13 with 15:39 remaining.
Applachian State's Charles Dearmon had a layup on a breakaway and made a free throw to cut the lead to eight, but Tennessee then began another run.
Holden made a nice shot, taking a pass from Slay in the lane as he cut under the basket. Slay followed with another basket, and Yarbrough dunked an alley-oop pass from Holden to close a 12-4 run and give the Vols a 63-47 lead with 11:16 to go. Appalachian State couldn't get any closer.
Holden hit a 3-pointer at the buzzer to put the Vols ahead 37-34 at halftime.
Appalachian State led briefly in the first half after a 14-7 run.
Vanderbilt 69, Cal Poly-SLO 64
NASHVILLE, Tenn. (AP) -- Matt Freije scored 18 points and had nine rebounds to help Vanderbilt beat Cal Poly-SLO 69-64 Thursday.
Vanderbilt (4-2) had little breathing room all night, leading 64-63 with 40 seconds remaining before a Sam Howard 3-pointer gave the Commodores some daylight. Vandy's Chuck Moore added two free throws later.
Vanderbilt's biggest lead of the game was six.
The Commodores' Brendan Plavich added 15 points, including four 3-pointers. Howard scored 16 and Moore added 10.
Varnie Dennis led Cal Poly (2-2) with 14 points while Eric Jackson scored 10 and had seven rebounds.
The Commodores survived poor free throw shooting (61 percent) and 18 turnovers. Cal Poly outrebounded Vanderbilt 44-34 but committed 23 turnovers and shot just 39 percent from the field.
Seldom used walk-on Matt Carter scored the first points of his career to kick off a 9-2 run that gave Vanderbilt a 51-47 lead in the second half. Carter had played 15 games in his career and never scored. He finished with two points.
Alabama 90, McNeese State 61
TUSCALOOSA, Ala. -- Erwin Dudley scored 16 points and Adrian Johnson had 10 rebounds as No. 21 Alabama beat McNeese State 90-61 Thursday night.
Rod Grizzard had 13 points and Terrance Meade and Maurice Williams each added 13 for the Crimson Tide. Alabama held McNeese State to just 30 percent shooting and led from start to finish.
With seven-and-a-half minutes remaining, Eric Shelton hit a 3-point shot to give Alabama a 31-point lead -- its largest of the night.
Jason Cullman led the Cowboys with 16 points.