This is merely false bravado in this day and age. The police can take your money, if they suspect that it is proceeds of a crime. Lots of money under the bed sounds like proceeds from a drugs deal! You can take a few of them down with you, but it won't end well for you..
As the 4th amendment against seizure of your money is no longer being protected (see: "Civil assert forfeiture"), know that the police may steal the money under your mattress and murder you for attempting to exercise your rights.
