I'll look further but here's the wiki entry for Gordon Lightfoot's song "I'm Not Sayin'":
In late May 1965, Nico recorded a version of the song released on Immediate Records. Her version is stylistically reminiscent of the work of Marianne Faithfull. The single only garnered limited success. This version of the song features Jimmy Page, then a studio musician, on the 12-string guitar. Nico's version was produced by Rolling Stones multi-instrumentalist Brian Jones and the promo film was shot at West India Docks in London
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