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The importance of highly siderophile elements (HSEs) to track planetary late accretion has long been recognized. However, the precise nature of the Moon's accretional history remains enigmatic. There exists a significant mismatch of HSE budgets between the Earth and Moon, with the Earth disproportionally accreted far more HSEs than the Moon did. Several scenarios have been proposed to explain this conundrum, including the delivery of HSEs to Earth by a few big impactors, the accretion of pebble-sized objects on dynamically cold orbits that enhanced the Earth's gravitational focusing factor, and the "sawtooth model" with much reduced impact flux before ~4.10 Gyr. However, most of these models assume a high impactor retention ratio f (fraction of impactor mass retained on the target) for the Moon. Here, we performed a series of impact simulations to quantify the f-value, followed by a Monte Carlo procedure enacting a monotonically decaying impact flux, to compute the mass accreted into lunar crust and mantle over their histories. We found that the average f-value for the Moon's entire impact history is about 3 times lower than previously estimated. Our results indicate that, to match the HSE budget of lunar crust and mantle, the retention of HSEs should have started ~ 4.35 Gyr ago, when most of lunar magma ocean was solidified. Mass accreted prior to 4.35 Gyr must have lost its HSE to the lunar core, presumably during the lunar mantle crystallization. The combination of a low impactor retention ratio and a late retention of HSEs in the lunar mantle provide a realistic explanation for the apparent deficit of Moon's late accreted mass relative to the Earth.