This can be achieved by using SAN Certificates. A Subject Alternate Name (or SAN) certificate is a digital security certificate which allows multiple host names to be protected by a single certificate. A SAN certificate may also be called a Unified Communication Certificate (or UCC), a multi-domain certificates or an Exchange certificate. In a SAN Certificate, you can add the other First Party Cookies for which you do not want a separate SSL Certificate.
When using a SAN Certificate, you will need to configure the CNAMEs in such a way that all of your SAN Domains are being pointed to the CNAMEs of the primary domain. In other words, all of the domains will have to be pointed toward the same CNAME.
The Adobe Managed Program does not support SAN Certificates. If an SSL Certificate is enrolled under AMC Program, the SAN domains in the existing SSL Certificate will not be a part of the renewed SSL Certificate. In this case, a new setup will have to be created for each of the SAN Domains which were a part of the SAN Certificate.