Kentucky Lt. Governor Dan Mongiardo has filed his candidacy papers for the U.S. Senate seat held by Republican Jim Bunning.Mongiardo is a surgeon from eastern Kentucky who narrowly lost to Bunning in 2004.He's one of at least four Democrats seeking the seat and has been campaigning for months. His primary opponents will include Kentucky Attorney General Jack Conway.Mongiardo filed his candidacy papers Thursday at the state Capitol.Senator Bunning is not seeking re-election this year.