Understanding the cognitive mechanisms of loan borrowers at peer-to-peer (P2P) loan platforms is helpful for improving communication strategies during loan marketing. Recent research studies the cognition of loans based on field studies or interviews with limited research samples, which cannot gain comprehensive cognitive insights in real-world context. In this work, we use a concept mapping-driven method and a large amount of real-world data for loan cognitive analysis. We find that there are statistical differences between the concept mappings of loan borrowers who received lenders' support and those who did not. We also found the representative conceptual factors of borrowers that impact the lenders' decision-making. For example, lenders are more inclined to support borrowers who present a mindset focused on stability, adaptability, and purposeful transformation, whereas non-recipients often express uncertainty, lack of readiness, or superficial changes in their loan requests. Applicants with an abstract cognitive orientation tend to request loans with higher interest rates, in contrast to those with a more concrete conceptualization. In practice, loan borrowers and lenders can refer to the cognitive findings to support their marketing and decision-making.