Segments can not be shared via Audience Marketplace. Only Data Sources (traits associated with the selected data source) can be shared.
Work around to share segment is, create new data source and update or create the traits associated with the segment and apply the newly created data source to the selected traits. Then, create the data feed with the newly created data source.
The recipient of the data feed will need to recreate the segment at their end utilizing the traits shared.
Hopefully the above is useful for others who have encountered similar scenarios.
I'm not an Audience Manager expert but I was able to chat with one of our support members about your question. He indicated that all traits are shared but would need to check on the segments. He also indicated it would take some more digging to get you the answer. He suggested opening a support ticket with them if don't get an answer from any of the community members on this topic.
If you do end up opening a ticket, It would be great if you could post the answer here in case others have this same question at a later date.