Using custom comparer with Dictionary and SortedSet

Question

I have a dictionary that maps SortedSet of transactions with transaction status - Dictionary<TransactionStatus, SortedSet<Transaction>> _transactionsByStatus = new Dictionary<TransactionStatus,SortedSet<Transaction>>();

I know if I want to intialize a SortedSet with custom comparer I can do - SortedSet<Transaction> _transactions = new SortedSet<Transaction>(new CustomComparer());

How I can do the same with SortedSet that is used as Values for _transactionsByStatus dictionary ?