We report on spin-resolved measurements of single cobalt phthalocyanine molecules which are coupled to a ferromagnetic cobalt support. The same molecule is probed while the magnetization direction of the tip is rotated from parallel to antiparallel by the application of an external magnetic biasing field. Highly spin-polarized states near the Fermi energy demonstrate the realization of a single molecule spin filter. Intramolecular variations of the molecular spin polarization reveal a spin-polarized resonance for the molecular cobalt ion as well as a spin polarization carried by the organic ligand. The polarization measured for the molecular ion is of the same sign as the polarization of the cobalt support and has an opposite sign compared to the polarization measured for the molecular ligand. We argue that both effects arise due to a delicate balance in the hybridization between substrate states and molecular orbitals: surface and interface states, molecular ligand pi orbitals, and molecular cobalt-ion d orbitals. Moreover, the degree of hybridization will influence the amount of charge transfer from the substrate into the unoccupied molecular orbitals, thereby affecting the molecular magnetic moment.