One does not simply vanish mass, you'd have to provide the respective antiparticles to obtain Annihilation, converting the entire mass into energy. What does happen in nuclear reactions is that the elements obtained afterwards have a total mass $m_\text{new}$ that is lower* than the one $m_\text{old}$ before. This is due to the different binding energies involved, causing the so-called mass-defect. This missing mass $\Delta m=m_\text{new}-m_\text{old}$ is what is converted into energy $E=\Delta m c^2$, which is partially set free as kinetic energy of the new matter (including $\alpha$ (He nuclei) and $\beta^\pm$ (Positrons, electrons) particles), and partly into the creation of $\gamma$ particles (Photons, i.e. radiation).
* Not always, it can be higher as well, the basic rule is that the binding energy per nucleus particle increases towards iron from both sides, i.e. in order to convert iron into hydrogen or oxygen, you'd need to invest energy. This is shown in the following image, with the notable exceptions of the rather important elements Oxygen, Carbon and Helium: