Grey outline around all my 3D shapes?

I have this weird grey outline around all my 3D shapes. I have turned stroke off for all these objects, and I have turned ray tracing on with quality set to high, I also turned off Anti-alised network in preferences since I read that could be a potential cause, but the outline is still there. 

All I did was create a shape like for example using the rectangle tool, then click it and press effect -> 3D and materials and then I have some shapes that use extrude, and another which uses revolve and they all have the outline.