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Even on her way to prison, even after a jury convicted her of swindling almost everyone she knew and a judge accused her of running “a big scam,” Anna Sorokin was sticking by her story.

For years, Ms. Sorokin pretended to be Anna Delvey, a German heiress with a trust fund that paid for a life of glamorous ease. She lived in boutique hotels, wore designer clothes and hung out in Manhattan’s moneyed party circles.

In reality, Ms. Sorokin, 28, was a Russian immigrant who walked out on bills, connived her way into luxury, and persuaded a bank employee to give her $100,000 she never intended to pay back, the jury decided in convicting her last month.

But in two interviews with The New York Times at the Rikers Island jail complex, where she has been held since October 2017, Ms. Sorokin was eager to explain her actions as the naïve missteps of a young woman worried that she would not otherwise be taken seriously.