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Q: Why should I use a mulching mower when every time I do it leaves messy clumps of grass clippings all over the yard? Poa Annua
A: Think of it this way, Poa. Lawn fertilizer primarily consists of nitrogen, which the lawn converts into lush, green grass blades. If you bag your clippings and throw them away, you might as well save yourself the trouble of fertilizing in the first place and just chuck the fertilizer in the trash too. A mulching mower chops the clippings into little bits and returns them to the lawn. This recycles the nitrogen in them back into the lawn, so you'll have to fertilize only half as much to get that deep green color everybody likes. Plus, you won't be sending supremely compostable organic matter to a landfill where it will never break down.
If your mower leaves clumps of clippings all over, it means two things. First, you're mowing when the grass is wet. Wait until the grass is dry. Second, you're letting the grass get too tall between mowings. Mow frequently enough so that you never remove more than one-third of a the grass blades is a single cutting. So if you like your grass 2 inches tall, don't let it get more than 3 inches tall before you cut it.
Many mulching mowers give you the option of bagging clippings should the need arise -- like when you're having people over and you don't want clippings tracked into the house. Do the world a favor and compost those clippings somewhere in your yard. Don't put them out with the trash.