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