The BASELINE data set will contain, for every covariate pattern, an observation at each unique event time. If you have a stratified model, i.e. - are using the STRATA statement, then this architecture continues for each strata. This holds true when you also use the DIRADJ because it is based upon the stratum-specific estimated survival function. For the specific details about the direct adjusted survival curve for each stratum, please see the link to the documentation below.
SAS Help Center: Survivor Function Estimators