From literature alveolar macrophage does express MMP12. From Uniprot.org, MMP12 is expressed in amniotic fluid, alveolar macrophage, esophagus, among other tissues. Regarding which tissues have MMP12 expression, here are a few articles citing expression in various tissues:
Alveolar macrophage, Pubmed ID: 8226919
Esophagus, Pubmed ID: 14702039