The nt_user_name also can be empty for 'SQL Authentication' .

SELECT 'Authentication Method'=(

CASE

WHEN nt_user_name IS not null And nt_user_name <> '' THEN 'Windows Authentication'

ELSE 'SQL Authentication'

END), nt_user_name,

login_name AS 'Login Name', ISNULL(nt_user_name,'-') AS 'Windows Login Name',

COUNT(session_id) AS 'Session Count'

FROM sys.dm_exec_sessions

GROUP BY login_name,nt_user_name