You have to unscrew the connector housing to rotate the pins. It feels a little subtle when there is no instruction on how to do it.
I was surprised that it is not possible to turn the pins exactly 180 degrees. This is because the position is locked by slots in the housing and there is no slot 180 degrees relative to the starting position. Thus the cables stick out at a slight angle from my monitors which is not a problem, but it does look a bit odd.
Lastly, you can't deny it feels a bit pricy for what it is.