Matter is created and destroyed all of the time. A highly energetic photon can create a matter/antimatter pair. Likewise a matter/antimatter pair can annihilate each other to create a photon. Furthermore, a proton can be converted into a neutron by emitting a positron and a neutrino via the weak force. The positron is then usually annihilated quickly by encountering a electron. This creates a gamma ray photon. The latter process that I explained is what is keeping the sun going.. In the end, the mass of a alpha particle (which is basically the nucleus of a helium 4 atom) is actually less than the four protons that were fused to create it and the two electrons annihilated. The mass is converted into the energy of the two gamma photons created when two of the protons were converted to the neutrons.


Edit:It appears the proton-proton chain is a little more complicated than I inferred. https://en.wikipedia.org/wiki/Proton%E2%80%93proton_chain_reaction  However, in the end, you do get matter/antimatter being created and destroyed and mass being converted into energy.