In the male cockroach, sperm is stored in 

Seminal vesicles are accessory reproductive glands found in male insects, including cockroaches. They produce and store seminal fluid, which contains sperm and other substances necessary for fertilisation. During mating, sperm is released from the seminal vesicles and transferred to the spermatheca of females through the ejaculatory duct. Once transferred to the female, the sperm fertilises the eggs.