My guy friend is being very very mean to my other friend?

He's feminine, gay and he hangs out with girls all the time, mostly me and my friend Julia. Julia is sorta overweight and very shy, not very attractive while the gay guy and me are thin, she told me secretly that she was jealous of us. OK, anyways, he is always trying to get Julia to talk. He gets in her face and asks questions like if she likes him or if she wanted to ride on his back. lol
He does this not because he is in love with her but because he knows she is shy and intimidated by him.

Anyways, Julia is also sensitive and her eyes always get tears. So I kinda have to defend her by saying leave her alone. But he's always in her face saying "why don't you taaaaalk?!" He does certain things to get her reaction. Like burping in her face, pulling lightly on her hair. Once he kissed her hair and she freaked out. Her eyes got big and she was about to cry. I had to tell him to keep his lips off of her.
And today he put his legs on either side of her leg and started to hump her thigh. Again I had to come to her rescue. I tell him to stop and leave her along, but he never does.
And I feel so sorry for Julia. =(
What should I do?

All 3 of us are sophomores in high school. I don't want to lose him as a friend, I would never do that. I LOVE him too much to do that. He doesn't know Julia cries, and I can't tell him that she does or Julia will get embarrassed.
Also, we can't hang out at seperate times, I'm good friends with him and Julia we all hang out together.