In an UAV- (unmanned aerial vehicle-) aided relaying system, the transmitted signal is exposed to free space in two transmission hops which may be overheard by eavesdroppers. Accordingly, physical layer security should be exploited to improve information security. This paper analyzes both (security and reliability) performance aspects of such a system where only one UAV among multiple UAVs, all capable of harvesting energy from radio frequency signals, is adopted. Towards this end, the tight approximated and exact closed-form expressions of the outage probability at the legitimate destination and the intercept probability at the eavesdropper are first derived. Then, Monte-Carlo simulations are conducted to verify the derived expressions. Based on these expressions, the protected zone of the selected UAV is also proposed through an exhaustive search. Finally, various results are provided to illustrate the impact of key operation parameters on the system performance and the efficacy of the UAV selection.