Find missing among 1000 numbered files

I have folder that should contain 1000 files, named out_x.dat, where x is a number from 1 to 1000. When I do ls out_* | wc -l, I see that there are 996 files. I would like to know which four are missing. How can I achieve this? I can list the existing files with this:

ls out* | awk -F '_' '{ print $2}' 

Is there something that'll allow me to list the ones that don't exist within the 1000 files?