The owner of millions of mortgages nationwide, including about 300,000 in Kentucky, is nothing more than “a ghost” set up by the mortgage industry to avoid complying with Kentucky real-estate law, Attorney General Jack Conway charges in a lawsuit filed Wednesday.Conway said Kentucky is the fourth state to sue Mortgage Electronic Registration Systems, an entity made up of such major mortgage servicers as Bank of America, CitiMortgage and Wells Fargo, as well as the government-backed mortgage buyers Fannie Mae and Freddie Mac.