NSW Treasurer Mike Baird has refused to table a document detailing which departments were responsible for $1 billion worth of errors in the state's accounts last financial year.

Mr Baird was grilled at a supplementary budget estimates hearing today about 37 multi-million-dollar mistakes identified by the Auditor-General, which shifted the budget from deficit into surplus.

The Treasurer conceded he has had the list of errors for three weeks but says he will not provide the document until department heads have had a chance to respond.

"We are waiting for the response from agencies and the director-generals. If you don't like it, lump it," he said.

But Labor MP Walt Secord accused Mr Baird of trying to escape scrutiny.

The hearing descended into a shouting match as Mr Secord and Greg Donnelly tried to grill Mr Baird about political donations and revisit the appointment of Liberal Party donor Roger Massey Greene to a top government job.

He said it was the height of hypocrisy given two former Labor heavyweights, Eddie Obeid and Ian Macdonald, were currently before the corruption watchdog.

"You know what the problem is with you? We are going to fix it. We are going to fix it - that's what we're going to do," he said.

Meanwhile, the hearing revealed the State Government was pulling out of all investment in the tobacco industry.

Treasury currently has $27 million indirectly invested in tobacco through a number of trusts, while WorkCover has $39 million in the industry.

The Greens have previously accused the Government of hiding behind fund managers to justify the investments.

But Mr Baird told Greens MP John Kaye that all government agencies and the independent state super fund would now be instructed to drop any shares in tobacco.