He talks about praying the rosary, a Catholic ritual, then talks about apparently having baptism in the Thames, immersion being a protestant style of baptism rejected by the catholic church which requires baptism to be part of the sacraments of the church, something that indicates he has little concern for Christian traditions and is most likely not actually associating himself with any actual church.
Just to let you know: as I recall, the Catholic church recognizes immersion baptism as valid, so long as it was in the name of the Father, Son & Holy Spirit; talk to converts from Protestantism who have not been required to be "re-baptized."