"Third World" referred to countries that remained non-aligned with either NATO or a grouping of states aligned with who? 
Soviet Union
Title: Third World
Passage: According to "Online Etymology Dictionary" the term Third World was formulated in 1952 by French economic historian Alfred Sauvy to mean countries that were neither part of the West nor of the Iron Curtain.  Thus the term originally had a political meaning as it arose during the Cold War to define countries that remained non-aligned with either NATO or the Communist Bloc.  The United States, Canada, Japan, South Korea, Western European nations and their allies represented the First World, while the Soviet Union, China, Cuba and their allies represented the Second World.  This terminology provided a way of broadly categorizing the nations of the Earth into three groups based on political and politically-related economic divisions.
Title: Eastern Bloc
Passage: The Eastern Bloc was the group of socialist states of Central and Eastern Europe, generally the Soviet Union and the countries of the Warsaw Pact.  The terms Communist Bloc and Soviet Bloc were also used to denote groupings of states aligned with the Soviet Union, although these terms might include states outside Central and Eastern Europe.
Title: List of diplomatic missions in Nicaragua
Passage: This is a list of diplomatic missions in Nicaragua.  The capital, Managua, hosts 33 embassies.  Several other countries have ambassadors accredited from other regional capitals.  Its role as a promoter of Third World causes during the Cold War led to the development of close ties with many non-aligned and socialist-leaning countries around the globe, other countries have ambassadors accredited from developing countries.
Eastern Bloc Third World