During the change of state only molecules change their positions.So,there will be no change in mass of a substance.

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No there is no change of mass of a substance when it changes it's state. 

example : 
1. take a beaker and put ice cubes in it. 
2. measure it's weight using a spring balance let it be m₁ grams 
3. allow the ice to melt 
4. measure the weight again using spring balance let it me m₂ grams. 
 5. we notice that m₁ = m₂ 
thus we can say that substance does not change it's mass on changing it's state. 
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