Open the app "Audio MIDI Setup". Click the plus symbol and choose Create Multi-Output Device. Right-click (secondary click) the new device. Then, choose Use This Device For Sound Output. Pick your devices for output, and choose a master device. Finally, check "Drift Correction" on any selected devices that are not the master device.

Open System Preferences, click Sound, and choose the newly-created device.

1) Spotlight search (command+space bar) for the app Audio MIDI Setup and open it.

2) At the bottom of the screen, click the plus symbol (+). Then, choose Create Multi-Output Device.

3) Right-click (secondary click) the new device. Then, choose Use This Device For Sound Output.

4) Check the boxes for each audio device to which you wish to output sound. Then, pick a master device. Finally, check "Drift Correction" on any selected devices that are not the master device.

5) Open System Preferences.

6) Click Sound.

7) Choose the device that you created earlier.

Outcome

You will be able to listen on two audio output devices simultaneously.