You could also use Permutations.
pos = Map[Position[a, x_ /; x == #] &, {1, 2, 3, 4}] // Flatten
Then just permute your list, 4 times:
Table[a = Permute[a, Cycles[{pos}]] , {i, 4}]
{{15, 5, 14, 3, 6, 10, 9, 4, 13, 7, 16, 17, 11, 20, 8, 19, 18, 12, 1,
2}, {15, 5, 14, 2, 6, 10, 9, 3, 13, 7, 16, 17, 11, 20, 8, 19, 18,
12, 4, 1}, {15, 5, 14, 1, 6, 10, 9, 2, 13, 7, 16, 17, 11, 20, 8, 19,
18, 12, 3, 4}, {15, 5, 14, 4, 6, 10, 9, 1, 13, 7, 16, 17, 11, 20,
8, 19, 18, 12, 2, 3}}