The MO diagram shows that the $\ce{CO}$ molecule forms three filled MO's with σ symmetry and two MO's with π symmetry.  Of the five filled MO's (10 electrons) formed for $\ce{CO}$, only four of them can be half-filled from carbon electrons (4 valence electrons).  So one of the filled MO's must have two electrons that originally came from the oxygen atom.