Subset based on the first 3 integers of a list

[NewUsrStat]

Hi guys, suppose to have the following two datasets: 

data set1;
input Variable1;
cards;
71515

48041

85201

51881

4329

85220

;
run;

data set2;
input MyVariable;
cards;
390

852

715

411

465

517

;
run;

Is there a way to subset from set1 basd on the list in set 2? Required match: first 3 numbers (so all) in set2 MUST match at the beginning the first 3 numbers in Varibale1 from set 1. 

Note: numbers in set2 are always composed by 3 integers. Thank you in advance.

Desired output: 

data Output;
input Variable_output;
cards;

71515

85201

85220

;
run;

[PaigeMiller · Accepted solution]

proc SQL;
     select varlabel1 from set1 
     where substr(varlabel1,1,3) in (select distinct myvariable from set2);
quit;