OpenSSH versions 4.4p1 and above have SFTP logging capability built-in, but it's not enabled by default. You will be able to configure it in this way:
Find this line in your sshd_config (in CentOS, file /etc/ssh/sshd_config):
Subsystem sftp /usr/libexec/openssh/sft
and change it to:
Subsystem sftp /usr/libexec/openssh/sftp-server -l INFO
INFO is just one level of detail over what you're seeing by default - it provides detailed information regarding file transfers, permission changes, etc. If you need more information, then you can adjust the log level accordingly. The various levels, in order of detail, are:
QUIET, FATAL, ERROR, INFO, VERBOSE, DEBUG, DEBUG1, DEBUG2, and DEBUG3
VERBOSE is probably a more reasonable information level for most troubleshooting situations. Anything above VERBOSE is usually reserved for specific troubleshooting tasks.
Finally restart the SSH service to update the changes (CentOS):
systemctl restart sshd
The location of the log file depends on the Syslog configuration (/etc/rsyslog.conf), but the default log file location is usually the system log file (CentOS):
/var/log/messages