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As I recall it, $U_\pi$ is by definition the set of upper triangular matrices $u$ with ones on the diagonal where $i<j$ and $u_{ij}\not=0$ implies $\pi(j)>\pi(i)$; in other words, all variable coefficients of $u$ are supported on the inversions of $\pi$. That makes $U_\pi\cong F^{l(\pi)}$ as obvious as it gets, doesn't it?
I know this is indecent, but I cannot keep myself from advertising my own paper (nyjm.albany.edu/j/2012/18-37.html, "On the secondary Steenrod algebra"). It's probably horrible reading, but does explain how to compute threefold Massey products in the Steenrod algebra (by using a simplification of Baues' secondary Steenrod algebra.)