The US version of quantitative easing was not the general 'inject reserves to drive rates to zero' Japanese variety, but rather targeted purchases of specific securities (medium-term Treasuries, mortgage-backed securities) aimed at affecting their yields directly — evidenced by the fact that balance-sheet expansion began the week of September 17th when the funds rate was still at 2%, before the FOMC even voted to cut rates, and it was the expansion itself that drove the rate to zero.